factor-research

Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.

Auditable AI-assisted formula-alpha research with frozen promotion gates and rejection accounting

Auditable multi-agent A-share factor research, knowledge base, long-only backtesting, AutoCombine and QuantCombine.

众人的因子回测框架 stock factor test

Reusable quant research checks for panel contracts, leakage, walk-forward splits, manifests, and diagnostics

An Agentic AI Framework for Empirical Research in Quantitative Finance

Polars-first factor research and backtesting toolkit for quantitative finance.

Research-reproduction Agent: PDF → factor code → backtest → Red Team → reproducibility score. Part of the alpha-kit stack.

面向中国 A 股研究的 Agent Skill：公告、财报、研报解析与因子候选生成

面向 Crypto 市场研究的 Agent Skill：现货、合约、链上与协议证据解析

Enterprise-grade quantitative factor research terminal - Atelier-grade design - Numba DSL - DES backtester - 87% test coverage

Chill quant research for people who don't speak Python. Ask in Chinese, get backtests.

Governed quantitative research platform for data, factor mining, model training, prediction, and Qlib paper trading

Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.

Research and development (R&D) is crucial for the enhancement of industrial productivity, especially in the AI era, where the core aspects of R&D are mainly focused on data and models. We are committed to automating these high-value generic R&D processes through R&D-Agent, which lets AI drive data-driven AI. 🔗https://aka.ms/RD-Agent-Tech-Report

Point-in-time A-share financial research with revision-safe PIT data, tradability-aware labels, and a synthetic demo.

ARCHIVED: consolidated into active governed analytics and regulated workflow repositories.

Synthetic A-share market-structure-aware research workflow demo.

Synthetic equity factor research and validation workflow demo.

Quant event study of insider purchase signals using forward returns and equity curves.